Assets: Central Bank Liquidity Swaps: Central Bank Liquidity Swaps: Maturing in 91 Days to 1 Year: Wednesday Level
SWP911Y • Economic Data from Federal Reserve Economic Data (FRED)
Latest Value
0.00
Year-over-Year Change
N/A%
Date Range
6/14/2006 - 8/6/2025
Summary
Tracks central bank liquidity swap arrangements for international financial stability. Measures cross-border emergency lending capabilities.
Analysis & Context
This economic indicator provides valuable insights into current market conditions and economic trends. The data is updated regularly by the Federal Reserve and represents one of the most reliable sources for economic analysis.
Understanding this metric helps economists, policymakers, and investors make informed decisions about economic conditions and future trends. The interactive chart above allows you to explore historical patterns and identify key trends over time.
About This Dataset
Monitors central bank liquidity swap lines for loans maturing between 91 days and 1 year. Indicates global financial system interconnectedness.
Methodology
Collected weekly by tracking international central bank swap agreements.
Historical Context
Used to manage potential cross-border financial system risks and maintain global monetary stability.
Key Facts
- Measures international emergency lending capacity
- Indicates global financial system resilience
- Tracks medium-term cross-border liquidity arrangements
FAQs
Q: What are central bank liquidity swaps?
A: Temporary currency exchange arrangements between central banks to provide emergency lending support.
Q: Why do central banks use liquidity swaps?
A: To maintain financial stability and provide emergency funding during international market stress.
Q: How often is SWP911Y data updated?
A: Updated weekly, capturing current international liquidity swap arrangements.
Q: What does the 91-day to 1-year timeframe indicate?
A: Represents medium-term international lending capabilities beyond immediate short-term needs.
Q: What are the limitations of this data?
A: Reflects only Wednesday levels and may not capture full weekly international lending dynamics.
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Related Trends
Memorandum Items: Securities Lent to Dealers: Overnight Facility, U.S. Treasury Securities: Change in Week Average from Previous Week Average
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Assets: Securities Held Outright: U.S. Treasury Securities: Bills: Change in Wednesday Level from Year Ago Level
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Assets: Securities Held Outright: Federal Agency Debt Securities: Maturing in 16 Days to 90 Days: Change in Wednesday Level from Previous Wednesday Level
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Assets: Securities Held Outright: U.S. Treasury Securities: Maturing in over 5 Years to 10 Years: Wednesday Level
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Assets: Securities Held Outright: U.S. Treasury Securities: Maturing in 91 Days to 1 Year: Change in Wednesday Level from Previous Wednesday Level
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Memorandum Items: Custody Holdings: Federal Agency Debt and Mortgage-Backed Securities: Change in Week Average from Previous Week Average
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Citation
U.S. Federal Reserve, Assets: Central Bank Liquidity Swaps: Central Bank Liquidity Swaps: Maturing in 91 Days to 1 Year: Wednesday Level (SWP911Y), retrieved from FRED.